BNP Paribas Call 85 CHD 20.09.2024
/ DE000PC25VN5
BNP Paribas Call 85 CHD 20.09.202.../ DE000PC25VN5 /
| 6/14/2024 3:20:12 PM |
Chg.-0.060 |
Bid3:34:29 PM |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.060EUR |
-2.83% |
2.120
Bid Size: 1,416 |
-
Ask Size: - |
Church and Dwight Co... |
85.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
PC25VN |
| Issuer: |
BNP PARIBAS |
| Currency: |
EUR |
| Underlying: |
Church and Dwight Co Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
1/10/2024 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.15 |
| Parity: |
1.42 |
| Time value: |
0.69 |
| Break-even: |
106.10 |
| Moneyness: |
1.17 |
| Premium: |
0.07 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.74 |
| Theta: |
-0.06 |
| Omega: |
3.50 |
| Rho: |
0.14 |
Quote data
| Open: |
2.110 |
| High: |
2.110 |
| Low: |
2.040 |
| Previous Close: |
2.120 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.94% |
| 1 Month |
|
|
-5.07% |
| 3 Months |
|
|
+1.48% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.210 |
2.100 |
| 1M High / 1M Low: |
2.240 |
1.870 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.164 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.131 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
58.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
